A note on distribution-free symmetrization inequalities

DOI10.1007/S10959-014-0538-ZMaRDI QIDQ895909zbMATH OpenOpenAlexFDO

Authors Zhao Dong, Jiange Li, Wenbo V. Li

Publication date 7 December 2015

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1401.1243

zbMATH Keywords

covering numberdistribution-freekissing numbersymmetrization inequalities

Mathematics Subject Classification ID

Inequalities and extremum problems involving convexity in convex geometry (52A40) Combinatorial probability (60C05) Geometric probability and stochastic geometry (60D05)

Abstract: Let $X,Y$ be two independent identically distributed (i.i.d.) random variables taking values from a separable Banach space $(mathcalX,|cdot|)$. Given two measurable subsets $F,KsubseteqcalX$, we established distribution free comparison inequalities between $mathbbP(XpmYinF)$ and $mathbbP(X-YinK)$. These estimates are optimal for real random variables as well as when $mathcalX=mathbb{R}^d$ is equipped with the $|cdot{|}_{i}nfty$ norm. Our approach for both problems extends techniques developed by Schultze and Weizs"acher (2007).

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Cites work

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• Level crossing probabilities. I: One-dimensional random walks and symmetrization
• Strict definiteness of integrals via complete monotonicity of derivatives
• The 123 theorem and its extensions

Cited in

(12)

• On a symmetry in strong distributions
• Mean and minimum of independent random variables
• The 123 theorem of probability theory and copositive matrices
• A sharp estimate for probability distributions
• Three convolution inequalities on the real line with connections to additive combinatorics
• scientific article; zbMATH DE number 4172038 (Why is no real title available?)
• Optimal Hoeffding-like inequalities under a symmetry assumption
• scientific article; zbMATH DE number 4096467 (Why is no real title available?)
• scientific article; zbMATH DE number 6930485 (Why is no real title available?)
• Extensions of autocorrelation inequalities with applications to additive combinatorics
• A combinatorial approach to small ball inequalities for sums and differences
• scientific article; zbMATH DE number 2188834 (Why is no real title available?)

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